Ms Keneally says she has not received advice that Oprah, who is headed Down Under to film her hit talk show, will be afforded such security.
"We have no advice to suggest that at all, from the federal police," Ms Keneally told reporters on Tuesday.
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"And certainly from a NSW police perspective, our job is ... to ensure public safety and good order when there is a major event on. We do that very successfully, that's why we are the best major events and festivals city in the world."
Ms Keneally said any road disruptions during events associated with Winfrey's visit would be "absolutely minimal" and well advertised beforehand.
During her trip, Winfrey will film two episodes of her show, both at the Sydney Opera House on December 14, when the iconic building will be transformed into the Sydney "Oprah" House.
